Trading Metrics calculated at close of trading on 28-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,291.3 |
1,297.6 |
6.3 |
0.5% |
1,289.1 |
High |
1,301.4 |
1,317.8 |
16.4 |
1.3% |
1,301.4 |
Low |
1,278.5 |
1,297.0 |
18.5 |
1.4% |
1,278.5 |
Close |
1,297.9 |
1,315.3 |
17.4 |
1.3% |
1,297.9 |
Range |
22.9 |
20.8 |
-2.1 |
-9.2% |
22.9 |
ATR |
13.5 |
14.0 |
0.5 |
3.9% |
0.0 |
Volume |
358,607 |
321,813 |
-36,794 |
-10.3% |
1,371,474 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.4 |
1,364.7 |
1,326.7 |
|
R3 |
1,351.6 |
1,343.9 |
1,321.0 |
|
R2 |
1,330.8 |
1,330.8 |
1,319.1 |
|
R1 |
1,323.1 |
1,323.1 |
1,317.2 |
1,327.0 |
PP |
1,310.0 |
1,310.0 |
1,310.0 |
1,312.0 |
S1 |
1,302.3 |
1,302.3 |
1,313.4 |
1,306.2 |
S2 |
1,289.2 |
1,289.2 |
1,311.5 |
|
S3 |
1,268.4 |
1,281.5 |
1,309.6 |
|
S4 |
1,247.6 |
1,260.7 |
1,303.9 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,352.5 |
1,310.5 |
|
R3 |
1,338.4 |
1,329.6 |
1,304.2 |
|
R2 |
1,315.5 |
1,315.5 |
1,302.1 |
|
R1 |
1,306.7 |
1,306.7 |
1,300.0 |
1,311.1 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.8 |
S1 |
1,283.8 |
1,283.8 |
1,295.8 |
1,288.2 |
S2 |
1,269.7 |
1,269.7 |
1,293.7 |
|
S3 |
1,246.8 |
1,260.9 |
1,291.6 |
|
S4 |
1,223.9 |
1,238.0 |
1,285.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.8 |
1,278.5 |
39.3 |
3.0% |
14.3 |
1.1% |
94% |
True |
False |
286,361 |
10 |
1,317.8 |
1,272.7 |
45.1 |
3.4% |
14.4 |
1.1% |
94% |
True |
False |
298,043 |
20 |
1,317.8 |
1,257.1 |
60.7 |
4.6% |
13.5 |
1.0% |
96% |
True |
False |
265,888 |
40 |
1,317.8 |
1,211.1 |
106.7 |
8.1% |
12.8 |
1.0% |
98% |
True |
False |
163,489 |
60 |
1,317.8 |
1,211.1 |
106.7 |
8.1% |
12.4 |
0.9% |
98% |
True |
False |
111,242 |
80 |
1,317.8 |
1,211.1 |
106.7 |
8.1% |
12.3 |
0.9% |
98% |
True |
False |
84,654 |
100 |
1,317.8 |
1,211.1 |
106.7 |
8.1% |
12.4 |
0.9% |
98% |
True |
False |
68,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.2 |
2.618 |
1,372.3 |
1.618 |
1,351.5 |
1.000 |
1,338.6 |
0.618 |
1,330.7 |
HIGH |
1,317.8 |
0.618 |
1,309.9 |
0.500 |
1,307.4 |
0.382 |
1,304.9 |
LOW |
1,297.0 |
0.618 |
1,284.1 |
1.000 |
1,276.2 |
1.618 |
1,263.3 |
2.618 |
1,242.5 |
4.250 |
1,208.6 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,312.7 |
1,309.6 |
PP |
1,310.0 |
1,303.9 |
S1 |
1,307.4 |
1,298.2 |
|